tf_quant_finance.math.optimizer.ConjugateGradientParams

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Last updated: 2023-03-16.

tf_quant_finance.math.optimizer.ConjugateGradientParams#

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Adjustable parameters of conjugate gradient algorithm.

tf_quant_finance.math.optimizer.ConjugateGradientParams(
    sufficient_decrease_param=attr_dict['sufficient_decrease_param'].default,
    curvature_param=attr_dict['curvature_param'].default, threshold_use_approximate_
    wolfe_condition=attr_dict['threshold_use_approximate_wolfe_condition'].default,
    shrinkage_param=attr_dict['shrinkage_param'].default,
    direction_update_param=attr_dict['direction_update_param'].default,
    expansion_param=attr_dict['expansion_param'].default,
    initial_guess_small_factor=attr_dict['initial_guess_small_factor'].default, init
    ial_guess_step_multiplier=attr_dict['initial_guess_step_multiplier'].default,
    quad_step=attr_dict['quad_step'].default
)

Methods#

__eq__

__eq__(
    other
)

Method generated by attrs for class ConjugateGradientParams.

__ge__

__ge__(
    other
)

Method generated by attrs for class ConjugateGradientParams.

__gt__

__gt__(
    other
)

Method generated by attrs for class ConjugateGradientParams.

__iter__

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__iter__()

__le__

__le__(
    other
)

Method generated by attrs for class ConjugateGradientParams.

__len__

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__len__()

__lt__

__lt__(
    other
)

Method generated by attrs for class ConjugateGradientParams.

__ne__

__ne__(
    other
)

Method generated by attrs for class ConjugateGradientParams.

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